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Momentum + QualityBenchmark: Nifty 500

Nifty Total Market Momentum Quality 50

Total Return Index · Available history 01-04-2005 to 28-10-2026 · 5,351 observations

Compare with Nifty 500Backtest Hero?

Launch date: 06-08-2025. 94.3% of this index's trading days are NSE's pre-launch backtest (marked BT, shaded on the charts). Backtests can benefit from hindsight; post-launch index returns are still not fund returns. Source: Curated catalog launch_date (not independently reverified).

BT = Backtested history by NSE— = not enough history

Nifty Total Market Momentum Quality 50 and Nifty 500 on the same 5,351 observed dates, 01-04-2005 – 28-10-2026.

CAGR
20.2%BT
Nifty 500: 13.6%
Annualized volatility
19.3%BT
Nifty 500: 20.1%
Max drawdown
-59.0%BT
Nifty 500: -63.7%
Sharpe
0.81BT
Nifty 500: 0.50
Sortino
1.12BT
Nifty 500: 0.69
Median rolling 5Y CAGR
22.3%BT
Nifty 500: 13.4%

Drawdown and recovery

Full history of Nifty Total Market Momentum Quality 50, 01-04-2005 – 28-10-2026. A drawdown is the fall from the highest close before it.

BT = Backtested history by NSE— = not enough history

Current drawdown
-15.7%
High on 15-10-2024
Gain needed to recover
18.7%
From the latest close back to the high
Time below high
2y
Since the last high
Worst decline
-59.0%
04-01-2008 to 27-10-2008; recovered 07-09-2010 (2y 8m after the high)BT
Longest time below a high
2y 8m
04-01-2008 to 07-09-2010BT
Time spent below a high
87.6%
6 declines of 20% or more

Outcomes by holding period

Every rolling window in the full history, ending on each trading day. Windows overlap, so this describes the past rather than predicting the future.

BT = Backtested history by NSE— = not enough history

Held forLost moneyMedian CAGRWorst CAGRBest CAGRWindows
1 year22.5%20.8%-56.4%128.1%5,094
3 years2.4%20.0%-10.6%42.4%4,580
5 years0.0%22.3%5.0%32.7%4,106
7 years0.0%20.7%10.4%33.3%3,606
10 years0.0%20.6%15.4%27.3%2,862

Lost money: share of windows with a negative annualized return.

Versus Nifty 500

On the shared dates 01-04-2005 – 28-10-2026, using month-end returns for capture.

BT = Backtested history by NSE— = not enough history

Upside capture
101.9%
Average of 162 months Nifty 500 rose
Downside capture
75.9%
Average of 96 months Nifty 500 fell; lower is better
Months ahead
62.0%
Beat Nifty 500 in this share of 258 months
Longest stretch behind
4y 7m
Relative wealth below its high, 05-04-2006 to 12-11-2010

Now 12.6% behind its best point relative to Nifty 500, for 2y 4m. Relative wealth was below an earlier peak on 93.7% of shared trading days.

Backtest Hero? · vs its own history

06-08-2025 – 28-10-2026 · 1 year 2 months 22 days. Compared with 4,741 equal-length periods from the pre-launch backtest.
Open full analysis
CAGR
-1.1%
Historical percentile 11.9median 22.5%
Volatility
17.1%
Historical percentile 55.2median 16.2%
Max drawdown
-15.0%
Historical percentile 58.7median -16.9%
Sharpe
-0.27
Historical percentile 11.2median 0.99

Growth of 100

On 5,351 shared dates from 01-04-2005: 100 became 5,324 vs 1,554 in Nifty 500. Shaded: backtested history before launch.

Drawdown

Percentage decline from the previous peak.

Rolling 3Y CAGR

Calendar-anniversary rolling annualized return. Shared input history starts 01-04-2005; the first plotted rolling-return observation is 04-04-2008, after a complete 3Y-year window.

Rolling 1-year volatility

Up to 252 daily observations, minimum 126, annualized. First plotted observation: 30-09-2005.

Calendar-year returns

Nifty Total Market Momentum Quality 50 vs Nifty 500; the difference is in percentage points (pp). Incomplete historical years are labeled (partial); the ongoing year is labeled (YTD). Hover a year for its actual dates.
YearNifty Total Market Momentum Quality 50Nifty 500Difference
2026 (YTD)+0.3%-8.2%
+8.5 pp
2025-7.7%+7.8%
-15.4 pp
2024+21.9%+16.2%
+5.7 pp
2023+59.7%+26.9%
+32.8 pp
2022-16.9%+4.2%
-21.1 pp
2021+64.0%+31.6%
+32.4 pp
2020+26.0%+17.9%
+8.1 pp
2019+10.9%+9.0%
+2.0 pp
2018-5.2%-2.1%
-3.0 pp
2017+63.4%+37.7%
+25.8 pp
2016-1.9%+5.1%
-7.0 pp
2015+13.4%+0.2%
+13.2 pp
2014+59.8%+39.3%
+20.5 pp
2013+24.1%+4.8%
+19.2 pp
2012+40.9%+33.5%
+7.4 pp
2011-13.7%-26.4%
+12.7 pp
2010+28.7%+15.3%
+13.4 pp
2009+88.6%+91.0%
-2.3 pp
2008-54.8%-56.5%
+1.7 pp
2007+60.4%+64.6%
-4.2 pp
2006+30.3%+36.2%
-5.8 pp
2005 (partial)+62.5%+38.5%
+24.0 pp